[R-sig-Geo] SLX model for splm package in R

[Burcu Ozuduru]

Hi,

This is a great question because I faced the same problem a while back.
What I did is to obtain the spatial weight matrix as (have spdep
installed).

S47matrix<-W1%*%S47

and then put it in my data frame and equation. Btw, above W1 is a spatial
weights matrix I obtained from a neighbor list
(W1=as.matrix(as_dgRMatrix_listw(ccListw))) and S47 is the dependent
variable.

m2<-data.frame(S41,S46,S47,S65,S68,S47matrix,MAD10000,NQPDA10000,TPBtA10000,DivA10000,Lnk10000)
summary(m2<-zeroinfl(S47~MAD10000+NQPDA10000+S47matrix, dist="negbin"))

I also wanted to ask whether I was on the right track. Professor Bivand, if
this is a common problem could you direct us to a relevant page -if
available and if at all possible- please? Your advice would be sincerely
appreciated.

Kind Regards-

Thanks-

Burcu

---

Burcu H. Ozuduru,
Gazi University, Faculty of Architecture,
Department of City and Regional Planning
Maltepe-Ankara Turkey
t: +90-312-5823701
e: bozuduru at gazi.edu.tr
http://websitem.gazi.edu.tr/bozuduru


On Mon, Aug 29, 2016 at 12:42 AM, Roger Bivand <Roger.Bivand at nhh.no> wrote:

> On Sun, 28 Aug 2016, dfamaral at usp.br wrote:
>
> Dear colleagues,
>>
>> Does anyone know how to implement Spatial Lag of X (SLX) model for panel
>> data using splm package? I tried the following to create a WX matrix and
>> then apply Fixed and Random Effects:
>>
>> tb <- read.csv2("panel.csv", header = TRUE, sep = ";", dec = ".")
>> time <- length(unique(tb$year))
>> X <- as.matrix(tb[ ,3:20])
>>
>
> class(X) is not "pseries", is it?
>
> WX <- slag(X, listw, maxlag = 1)
>>
>> I see that slag is applicable for vectors of pseries, but this command
>> led to the error message: "Error in UseMethod("slag"): no applicable method
>> for 'slag' applied to an object of class "c('matrix', 'double', 'numeric')"
>>
>
> slag.default() takes a vector, slag.pseries() a "pseries" object.
>
>
>> Is there any way to implement this SLX model for panel series?
>>
>
> Did you look at spdep::create_WX?
>
>
>> Regards,
>>
>> Daniel.
>>
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>>
>>
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>
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>>
> --
> Roger Bivand
> Department of Economics, Norwegian School of Economics,
> Helleveien 30, N-5045 Bergen, Norway.
> voice: +47 55 95 93 55; fax +47 55 95 91 00
> e-mail: Roger.Bivand at nhh.no
> http://orcid.org/0000-0003-2392-6140
> https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
> http://depsy.org/person/434412
>
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